United States
Over 2017 to 2025 (9 years of data), MAUSUSD has tended to move long between 11.10 and 12.11, closing higher in 77.8% of those years for an average +2.75% move and an annualized Sharpe of 1.46.
Best window
11.10 - 12.11
Direction
Long
Win rate
77.8%
Avg return
+2.75%
Sample
9 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 11.10 → 12.11 | Long | 77.8% | +2.75% | 1.46 | 9 |
| 11.10 → 11.11 | Long | 77.8% | +2.59% | 1.39 | 9 |
| 11.10 → 17.10 | Long | 77.8% |
| +0.98% |
| 2.22 |
| 9 |
| 11.10 → 15.10 | Long | 77.8% | +0.69% | 3.01 | 9 |
| 11.10 → 10.12 | Long | 66.7% | +3.79% | 1.14 | 9 |
| 11.10 → 01.12 | Long | 66.7% | +3.33% | 0.90 | 9 |
| 11.10 → 28.11 | Long | 66.7% | +3.32% | 1.20 | 9 |
| 11.10 → 08.12 | Long | 66.7% | +3.23% | 1.11 | 9 |